Quantitative Developer

Our client is urgently looking for a Quantitative Developer within the sales and trading area.

KEY RESPONSIBILITIES:

- Development and maintenance of Excel based tools and automation of manuel business processes with support of scripts and software applications.
- Development and support of excel based trading and sales tools used on the trading floor.
- Building scripts and applications to automate manuel business processes.
- Maintenance and development of interfaces into market data and Front End systems.
- Building of product and portfolio reports based on the above mentioned tools.

REQUIRED SKILL SET:

- Solid experience with excel and VBA.
- Experience with Bloomberg and Bloomberg API.
- Proficient with quantitative software development with C++, Python and Java.
- Solid mathematical background and degree in quantitative finance.
- Experience with mathematical software such as R and software libraries.
- Experience with evaluation of derivatives and the respective market data.
- Kenntnisse über die Bewertung von Derivate und die dazu benötigten Marktdaten (interest curve and volatility).
- Practical experience with equity or FX traders.
- Knowledge about structured products.
- English fluent, German is beneficial

If you match the above skill set I look forward to receiving your application, including a motivational letter, via this website.